+10,406.8%
LMT vs VRTX
+11,704.9%
-1,298.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.3% |
| 7D | +5.1% | -1.6% | +6.7% | +5.2% |
| 30D | +14.1% | +8.0% | +6.1% | +13.5% |
| 3M | +0.3% | +4.3% | -4.0% | -0.1% |
| 6M | +16.1% | +18.9% | -2.8% | +14.7% |
| YTD | +25.5% | +18.8% | +6.7% | +23.8% |
| 1Y | +34.1% | +24.0% | +10.2% | +31.9% |
| 3Y | +45.1% | +42.1% | +2.9% | +40.5% |
| 5Y | +100.9% | +187.6% | -86.6% | +85.2% |
| 10Y | +199.4% | +485.4% | -286.0% | +162.7% |
| All | +10,406.8% | +11,704.9% | -1,298.1% | +7,522.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VRTX.
Daily Out/Under-Performance
Portfolio return minus VRTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRTX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VRTX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling